ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
12 Dec 2025 04:10 PM IST
| ICICIBANK 30-DEC-2025 1470 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.26
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1366.00 | 0.85 | 0.05 | 17.45 | 337 | 115 | 554 | |||||||||
| 11 Dec | 1360.00 | 0.75 | -0.15 | 17.28 | 97 | 20 | 438 | |||||||||
| 10 Dec | 1363.60 | 0.95 | -0.25 | 17.01 | 205 | -44 | 417 | |||||||||
| 9 Dec | 1375.20 | 1.25 | -0.3 | 15.89 | 381 | 16 | 460 | |||||||||
| 8 Dec | 1389.60 | 1.45 | -0.15 | 14.07 | 404 | -19 | 444 | |||||||||
| 5 Dec | 1392.50 | 1.5 | -0.3 | 12.42 | 539 | -2 | 463 | |||||||||
| 4 Dec | 1386.70 | 1.8 | -0.45 | 13.62 | 441 | -61 | 465 | |||||||||
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| 3 Dec | 1391.50 | 2.4 | 0.9 | 13.40 | 473 | 104 | 521 | |||||||||
| 2 Dec | 1373.00 | 1.5 | -0.85 | 14.12 | 558 | 20 | 420 | |||||||||
| 1 Dec | 1390.10 | 2.25 | -0.35 | 12.86 | 663 | -57 | 400 | |||||||||
| 28 Nov | 1388.80 | 2.65 | -0.15 | 12.89 | 544 | -91 | 457 | |||||||||
| 27 Nov | 1392.20 | 2.95 | 1.25 | 12.24 | 1,047 | 125 | 549 | |||||||||
| 26 Nov | 1375.00 | 1.7 | 0.25 | 12.75 | 565 | 296 | 432 | |||||||||
| 25 Nov | 1357.80 | 1.45 | -0.8 | 14.25 | 178 | -55 | 135 | |||||||||
| 24 Nov | 1368.40 | 2.1 | -1 | 14.07 | 135 | 15 | 191 | |||||||||
| 21 Nov | 1369.50 | 3.05 | -2.15 | 14.31 | 145 | -5 | 175 | |||||||||
| 20 Nov | 1383.00 | 5.3 | 0.1 | 14.71 | 104 | 43 | 178 | |||||||||
| 19 Nov | 1383.10 | 5.2 | 0.2 | 14.23 | 187 | 82 | 135 | |||||||||
| 18 Nov | 1373.40 | 5 | -1.05 | 15.62 | 64 | 18 | 52 | |||||||||
| 17 Nov | 1379.00 | 6.05 | -0.15 | 15.09 | 37 | 11 | 35 | |||||||||
| 14 Nov | 1373.00 | 6.25 | -1.5 | 15.41 | 46 | 5 | 22 | |||||||||
| 13 Nov | 1385.90 | 7.75 | 2.3 | 14.67 | 22 | -9 | 18 | |||||||||
| 12 Nov | 1358.90 | 5.55 | 0.25 | 16.29 | 21 | 14 | 26 | |||||||||
| 11 Nov | 1358.30 | 5.35 | -0.65 | 15.83 | 11 | 10 | 11 | |||||||||
| 10 Nov | 1348.00 | 6 | -10.85 | 17.66 | 1 | 0 | 0 | |||||||||
| 7 Nov | 1343.00 | 16.85 | 0 | 5.47 | 0 | 0 | 0 | |||||||||
| 6 Nov | 1320.40 | 16.85 | 0 | 6.50 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1336.90 | 16.85 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
| 3 Nov | 1346.40 | 16.85 | 0 | 4.93 | 0 | 0 | 0 | |||||||||
| 31 Oct | 1345.30 | 16.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1362.40 | 16.85 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1370.40 | 16.85 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
For Icici Bank Ltd. - strike price 1470 expiring on 30DEC2025
Delta for 1470 CE is 0.04
Historical price for 1470 CE is as follows
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 17.45, the open interest changed by 115 which increased total open position to 554
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 17.28, the open interest changed by 20 which increased total open position to 438
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 17.01, the open interest changed by -44 which decreased total open position to 417
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 15.89, the open interest changed by 16 which increased total open position to 460
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by -19 which decreased total open position to 444
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 12.42, the open interest changed by -2 which decreased total open position to 463
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 13.62, the open interest changed by -61 which decreased total open position to 465
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 2.4, which was 0.9 higher than the previous day. The implied volatity was 13.40, the open interest changed by 104 which increased total open position to 521
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 14.12, the open interest changed by 20 which increased total open position to 420
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 12.86, the open interest changed by -57 which decreased total open position to 400
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by -91 which decreased total open position to 457
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 2.95, which was 1.25 higher than the previous day. The implied volatity was 12.24, the open interest changed by 125 which increased total open position to 549
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 1.7, which was 0.25 higher than the previous day. The implied volatity was 12.75, the open interest changed by 296 which increased total open position to 432
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 14.25, the open interest changed by -55 which decreased total open position to 135
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 2.1, which was -1 lower than the previous day. The implied volatity was 14.07, the open interest changed by 15 which increased total open position to 191
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 3.05, which was -2.15 lower than the previous day. The implied volatity was 14.31, the open interest changed by -5 which decreased total open position to 175
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 14.71, the open interest changed by 43 which increased total open position to 178
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 14.23, the open interest changed by 82 which increased total open position to 135
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 5, which was -1.05 lower than the previous day. The implied volatity was 15.62, the open interest changed by 18 which increased total open position to 52
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 6.05, which was -0.15 lower than the previous day. The implied volatity was 15.09, the open interest changed by 11 which increased total open position to 35
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 6.25, which was -1.5 lower than the previous day. The implied volatity was 15.41, the open interest changed by 5 which increased total open position to 22
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 7.75, which was 2.3 higher than the previous day. The implied volatity was 14.67, the open interest changed by -9 which decreased total open position to 18
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 5.55, which was 0.25 higher than the previous day. The implied volatity was 16.29, the open interest changed by 14 which increased total open position to 26
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 15.83, the open interest changed by 10 which increased total open position to 11
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 6, which was -10.85 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 16.85, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 30DEC2025 1470 PE | |||||||
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Delta: -0.93
Vega: 0.40
Theta: 0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1366.00 | 98.6 | 28.7 | 20.40 | 2 | 1 | 79 |
| 11 Dec | 1360.00 | 69.9 | -5.4 | - | 0 | 0 | 78 |
| 10 Dec | 1363.60 | 69.9 | -5.4 | - | 0 | 0 | 78 |
| 9 Dec | 1375.20 | 69.9 | -5.4 | - | 0 | 0 | 0 |
| 8 Dec | 1389.60 | 69.9 | -5.4 | - | 0 | 0 | 78 |
| 5 Dec | 1392.50 | 69.9 | -5.4 | - | 0 | 0 | 0 |
| 4 Dec | 1386.70 | 69.9 | -5.4 | - | 0 | 0 | 0 |
| 3 Dec | 1391.50 | 69.9 | -5.4 | - | 0 | 0 | 0 |
| 2 Dec | 1373.00 | 69.9 | -5.4 | - | 0 | 0 | 0 |
| 1 Dec | 1390.10 | 69.9 | -5.4 | 12.04 | 2 | 0 | 78 |
| 28 Nov | 1388.80 | 75.3 | -15.9 | - | 0 | 61 | 0 |
| 27 Nov | 1392.20 | 75.3 | -15.9 | 20.66 | 80 | 61 | 78 |
| 26 Nov | 1375.00 | 91.2 | -13.8 | 21.91 | 4 | 3 | 16 |
| 25 Nov | 1357.80 | 105 | 14.9 | 20.42 | 2 | 0 | 13 |
| 24 Nov | 1368.40 | 90.1 | -4.4 | 11.77 | 6 | 4 | 12 |
| 21 Nov | 1369.50 | 94.5 | 16.95 | 20.24 | 3 | 2 | 7 |
| 20 Nov | 1383.00 | 77.55 | -30.75 | 14.96 | 5 | 4 | 4 |
| 19 Nov | 1383.10 | 108.3 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1373.40 | 108.3 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1379.00 | 108.3 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1373.00 | 108.3 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1385.90 | 108.3 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1358.90 | 108.3 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1358.30 | 108.3 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1348.00 | 108.3 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1343.00 | 108.3 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1320.40 | 108.3 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1336.90 | 108.3 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1346.40 | 108.3 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1345.30 | 108.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1362.40 | 108.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1370.40 | 108.3 | 0 | - | 0 | 0 | 0 |
For Icici Bank Ltd. - strike price 1470 expiring on 30DEC2025
Delta for 1470 PE is -0.93
Historical price for 1470 PE is as follows
On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 98.6, which was 28.7 higher than the previous day. The implied volatity was 20.40, the open interest changed by 1 which increased total open position to 79
On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 69.9, which was -5.4 lower than the previous day. The implied volatity was 12.04, the open interest changed by 0 which decreased total open position to 78
On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 75.3, which was -15.9 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 0
On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 75.3, which was -15.9 lower than the previous day. The implied volatity was 20.66, the open interest changed by 61 which increased total open position to 78
On 26 Nov ICICIBANK was trading at 1375.00. The strike last trading price was 91.2, which was -13.8 lower than the previous day. The implied volatity was 21.91, the open interest changed by 3 which increased total open position to 16
On 25 Nov ICICIBANK was trading at 1357.80. The strike last trading price was 105, which was 14.9 higher than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 13
On 24 Nov ICICIBANK was trading at 1368.40. The strike last trading price was 90.1, which was -4.4 lower than the previous day. The implied volatity was 11.77, the open interest changed by 4 which increased total open position to 12
On 21 Nov ICICIBANK was trading at 1369.50. The strike last trading price was 94.5, which was 16.95 higher than the previous day. The implied volatity was 20.24, the open interest changed by 2 which increased total open position to 7
On 20 Nov ICICIBANK was trading at 1383.00. The strike last trading price was 77.55, which was -30.75 lower than the previous day. The implied volatity was 14.96, the open interest changed by 4 which increased total open position to 4
On 19 Nov ICICIBANK was trading at 1383.10. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ICICIBANK was trading at 1373.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ICICIBANK was trading at 1379.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ICICIBANK was trading at 1373.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ICICIBANK was trading at 1385.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ICICIBANK was trading at 1358.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ICICIBANK was trading at 1358.30. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ICICIBANK was trading at 1348.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ICICIBANK was trading at 1343.00. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ICICIBANK was trading at 1320.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ICICIBANK was trading at 1336.90. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ICICIBANK was trading at 1346.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ICICIBANK was trading at 1345.30. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ICICIBANK was trading at 1362.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ICICIBANK was trading at 1370.40. The strike last trading price was 108.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































